R help - Jun 2009 - Cross Correlations for two time series, different # of observations

Dear All,

I am trying to determine the cross correlation between two different time
series of data which is collected based on different sampling frequency. i.e
(daily data and intraday day). 

When I plot this data I can clearly see that there is one series lags
another, BUT in terms of quantifying this the ccf function treats each data
point as the same time period => false correlation results. 

Is there a way to aggregate data in a way such that two time series can have
the same length for analysis purposes. 

My data essentially would look like this

Daily = Day_1, Day_2, Day_3, ... , Day_n 
Intraday = Day_(1,1), Day_(1,2),Day(2,1),Day(2,2), ..., Day(n,1),Day(n,2)

where Day_(i,j) represents the j-th part of the i-th day.

Thanks in advance,

Sean
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